35
H index
63
i10 index
6522
Citations
Federal Reserve Bank of Cleveland | 35 H index 63 i10 index 6522 Citations RESEARCH PRODUCTION: 67 Articles 113 Papers 4 Chapters RESEARCH ACTIVITY: 32 years (1992 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pcl55 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Todd Clark. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Are the Effects of Uncertainty Shocks Big or Small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea ; Alessandri, Piergiorgio. In: Working Papers. RePEc:aoz:wpaper:244. Full description at Econpapers || Download paper | |
2024 | Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33. Full description at Econpapers || Download paper | |
2024 | Extended MinP Tests of Multiple Hypotheses. (2019). Lu, Zeng-Hua. In: Papers. RePEc:arx:papers:1911.04696. Full description at Econpapers || Download paper | |
2023 | Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803. Full description at Econpapers || Download paper | |
2023 | Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906. Full description at Econpapers || Download paper | |
2023 | A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387. Full description at Econpapers || Download paper | |
2023 | Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577. Full description at Econpapers || Download paper | |
2024 | Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper | |
2024 | Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822. Full description at Econpapers || Download paper | |
2024 | A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper | |
2024 | Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902. Full description at Econpapers || Download paper | |
2023 | Efficient variational approximations for state space models. (2022). Nibbering, Didier ; Loaiza-Maya, Rub'En. In: Papers. RePEc:arx:papers:2210.11010. Full description at Econpapers || Download paper | |
2024 | Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper | |
2024 | Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752. Full description at Econpapers || Download paper | |
2024 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121. Full description at Econpapers || Download paper | |
2023 | Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362. Full description at Econpapers || Download paper | |
2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper | |
2023 | Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604. Full description at Econpapers || Download paper | |
2023 | Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747. Full description at Econpapers || Download paper | |
2023 | Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates. (2023). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2302.02866. Full description at Econpapers || Download paper | |
2023 | High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172. Full description at Econpapers || Download paper | |
2023 | A tale of two tails: 130 years of growth-at-risk. (2023). Huber, Florian ; Hasler, Elias ; Gachter, Martin. In: Papers. RePEc:arx:papers:2302.08920. Full description at Econpapers || Download paper | |
2023 | Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856. Full description at Econpapers || Download paper | |
2023 | Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563. Full description at Econpapers || Download paper | |
2023 | Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827. Full description at Econpapers || Download paper | |
2024 | GARHCX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables. (2023). Karmakar, Sayar ; Wu, Kejin. In: Papers. RePEc:arx:papers:2308.13346. Full description at Econpapers || Download paper | |
2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper | |
2023 | Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110. Full description at Econpapers || Download paper | |
2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper | |
2023 | Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Huber, Florian ; Chernis, Tony ; Mitchell, James ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2311.12671. Full description at Econpapers || Download paper | |
2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper | |
2023 | Bayesian Nonlinear Regression using Sums of Simple Functions. (2023). Huber, Florian. In: Papers. RePEc:arx:papers:2312.01881. Full description at Econpapers || Download paper | |
2024 | Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671. Full description at Econpapers || Download paper | |
2024 | Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | The Neutral Interest Rate: Past, Present and Future. (2024). Ozhan, Galip ; Feunou, Bruno ; Cacciatore, Matteo. In: Discussion Papers. RePEc:bca:bocadp:24-03. Full description at Econpapers || Download paper | |
2023 | Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar. In: Working Papers Series. RePEc:bcb:wpaper:574. Full description at Econpapers || Download paper | |
2023 | Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581. Full description at Econpapers || Download paper | |
2023 | Assessing the pass-through of energy prices to inflation in the euro area. (2023). Corsello, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_745_23. Full description at Econpapers || Download paper | |
2023 | Effects of Supply, Demand, and Labor Market Shocks in the Mexican Manufacturing Sector. (2023). Leonardo, Torre Cepeda ; Fernando, Colunga L. In: Working Papers. RePEc:bdm:wpaper:2023-10. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Simulation stochastique du modèle FR-BDF et évaluation de lincertitude entourant les prévisions conditionnelles. (2023). Matthieu, Lemoine ; Anastasia, Zhutova ; Harry, Turunen. In: Working papers. RePEc:bfr:banfra:920. Full description at Econpapers || Download paper | |
2024 | Sectoral price dynamics in the last mile of post-Covid-19 disinflation. (2024). Lombardi, Marco ; Igan, Deniz ; Amatyakul, Pongpitch. In: BIS Quarterly Review. RePEc:bis:bisqtr:2403d. Full description at Econpapers || Download paper | |
2023 | Forecasting swap rate volatility with information from swaptions. (2023). Xie, Jinming ; Liu, Xiaoxi. In: BIS Working Papers. RePEc:bis:biswps:1068. Full description at Econpapers || Download paper | |
2023 | Outâ€ofâ€sample stock return predictability in emerging markets. (2018). Bahrami, Afsaneh ; Uylangco, Katherine ; Shamsuddin, Abul. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:727-750. Full description at Econpapers || Download paper | |
2023 | The Endogeneity of the Optimum Currency Area Criteria, Intra-industry Trade, and EMU Enlargement. (2004). Fidrmuc, Jarko. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:22:y:2004:i:1:p:1-12. Full description at Econpapers || Download paper | |
2023 | Time?varying impact of global, region?, and country?specific uncertainties on the volatility of international trade. (2021). GUPTA, RANGAN ; Gul, Selcuk. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:39:y:2021:i:4:p:691-700. Full description at Econpapers || Download paper | |
2024 | The effect of economic uncertainty on remittance flows from developed countries. (2024). Gnangnon, Sena Kimm. In: Economic Affairs. RePEc:bla:ecaffa:v:44:y:2024:i:2:p:267-280. Full description at Econpapers || Download paper | |
2023 | The closer we get, the better we are?. (2023). Zilberfarb, Ben Zion ; Goldstein, Nathan. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:2:p:364-376. Full description at Econpapers || Download paper | |
2023 | Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137. Full description at Econpapers || Download paper | |
2023 | Average skewness in global equity markets. (2023). Kirli, Imra ; Gunaydin, Doruk A ; Demirtas, Ozgur K ; Atilgan, Yigit. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:245-271. Full description at Econpapers || Download paper | |
2023 | AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614. Full description at Econpapers || Download paper | |
2023 | BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75. Full description at Econpapers || Download paper | |
2023 | Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341. Full description at Econpapers || Download paper | |
2023 | Trading and liquidity in the catastrophe bond market. (2023). Hibbeln, Martin ; Herrmann, Markus. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:283-328. Full description at Econpapers || Download paper | |
2023 | Directed graphs and variable selection in large vector autoregressive models. (2023). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:223-246. Full description at Econpapers || Download paper | |
2023 | Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314. Full description at Econpapers || Download paper | |
2023 | THE TIME-SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA. (2010). Montagnoli, Alberto ; Kontonikas, Alexandros ; Byrne, Joseph. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:57:y:2010:i:1:p:33-47. Full description at Econpapers || Download paper | |
2023 | Monitoring multicountry macroeconomic risk. (2023). Schroder, Maximilian ; Korobilis, Dimitris. In: Working Paper. RePEc:bno:worpap:2023_9. Full description at Econpapers || Download paper | |
2023 | Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. (2023). Pesavento, Elena ; Herrera, Ana Mara ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0113. Full description at Econpapers || Download paper | |
2023 | Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116. Full description at Econpapers || Download paper | |
2023 | Monitoring multicountry macroeconomic risk. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0117. Full description at Econpapers || Download paper | |
2023 | Risky news and credit market sentiment. (2023). Thorsrud, Leif Anders ; Labonne, Paul. In: Working Papers. RePEc:bny:wpaper:0125. Full description at Econpapers || Download paper | |
2023 | Estimating Pipeline Pressures in New Keynesian Phillips Curves: A Bayesian VAR-GMM Approach. (2023). Hirata, Wataru ; Matsumoto, Yosuke ; Makabe, Yoshibumi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e13. Full description at Econpapers || Download paper | |
2023 | Expected, unexpected, good and bad aggregate uncertainty. (2023). Uribe, Jorge ; Chuliá, Helena ; Helena, Chulia. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:265-284:n:7. Full description at Econpapers || Download paper | |
2024 | Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods. (2024). Florian, Huber ; Gary, Koop ; Niko, Hauzenberger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:201-225:n:2. Full description at Econpapers || Download paper | |
2024 | Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference. (2024). Andres, Ramirez-Hassan ; Fung, Kwok Chun ; Liana, Jacobi ; Nhung, Nghiem. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:403-434:n:10. Full description at Econpapers || Download paper | |
2023 | How Do Health Insurance Costs Affect Firm Labor Composition and Technology Investment?. (2023). Schmidt, Lawrence ; Tello-Trillo, Cristina ; Ge, Shan ; Gao, Janet. In: Working Papers. RePEc:cen:wpaper:23-47. Full description at Econpapers || Download paper | |
2023 | The Price of War: Macroeconomic and Cross-Sectional Effects of Sanctions on Russia. (2023). Pestova, Anna ; Mamonov, Mikhail. In: CERGE-EI Working Papers. RePEc:cer:papers:wp756. Full description at Econpapers || Download paper | |
2023 | Professional Survey Forecasts and Expectations in DSGE Models. (2023). Slobodyan, Sergey ; Rychalovska, Yuliya ; Wouters, Rafael. In: CERGE-EI Working Papers. RePEc:cer:papers:wp766. Full description at Econpapers || Download paper | |
2023 | The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies. (2023). Anderl, Christina ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10276. Full description at Econpapers || Download paper | |
2023 | Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10656. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2021 | Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model In: Papers. [Full Text][Citation analysis] | paper | 9 |
2021 | Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2024 | Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model.(2024) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2022 | Forecasting US Inflation Using Bayesian Nonparametric Models In: Papers. [Full Text][Citation analysis] | paper | 8 |
2022 | Forecasting US Inflation Using Bayesian Nonparametric Models.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2016 | Measuring Uncertainty and Its Impact on the Economy In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 166 |
2016 | Measuring Uncertainty and Its Impact on the Economy.(2016) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 166 | paper | |
2018 | Measuring Uncertainty and Its Impact on the Economy.(2018) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 166 | article | |
2024 | Constructing fan charts from the ragged edge of SPF forecasts In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Constructing Fan Charts from the Ragged Edge of SPF Forecasts.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | Constructing Fan Charts from the Ragged Edge of SPF Forecasts.(2024) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | Constructing fan charts from the ragged edge of SPF forecasts.(2024) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1996 | Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 48 |
1995 | Small sample properties of estimators of non-linear models of covariance structure.(1995) In: Research Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
2009 | Tests of Equal Predictive Ability With Real-Time Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 85 |
2007 | Tests of equal predictive ability with real-time data.(2007) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2008 | Tests of equal predictive ability with real-time data.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2011 | Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 326 |
2011 | Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 326 | article | |
2017 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors In: BIS Working Papers. [Full Text][Citation analysis] | paper | 29 |
2017 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2017) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2017 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2017 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2020 | Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors.(2020) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
2015 | Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 83 |
2013 | Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | paper | |
2012 | Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility.(2012) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | paper | |
2009 | Combining Forecasts from Nested Models* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 17 |
2007 | Combining forecasts from nested models.(2007) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2006 | Combining forecasts from nested models.(2006) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2008 | Combining forecasts from nested models.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2012 | The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility In: Working Paper. [Full Text][Citation analysis] | paper | 16 |
2012 | The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility.(2012) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2014 | Have standard VARs remained stable since the crisis? In: Working Paper. [Full Text][Citation analysis] | paper | 47 |
2016 | Have Standard VARs Remained Stable Since the Crisis?.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2014 | Have Standard VARs Remained Stable since the Crisis?.(2014) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2017 | Have Standard VARS Remained Stable Since the Crisis?.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
2015 | Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts In: Working Papers. [Full Text][Citation analysis] | paper | 45 |
2015 | Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts.(2015) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2017 | Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts.(2017) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | article | |
2015 | Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2019 | Assessing International Commonality in Macroeconomic Uncertainty and Its Effects In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 28 |
2018 | Assessing International Commonality in Macroeconomic Uncertainty and Its Effects.(2018) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2019 | Assessing International Commonality in Macroeconomic Uncertainty and Its Effects.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2020 | Assessing international commonality in macroeconomic uncertainty and its effects.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
2021 | Addressing COVID-19 Outliers in BVARs with Stochastic Volatility In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 47 |
2021 | Addressing COVID-19 Outliers in BVARs with Stochastic Volatility.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2024 | Addressing COVID-19 Outliers in BVARs with Stochastic Volatility.(2024) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
2022 | Addressing COVID-19 outliers in BVARs with stochastic volatility.(2022) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2021 | Measuring Uncertainty and Its Effects in the COVID-19 Era In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2022 | Measuring Uncertainty and Its Effects in the COVID-19 Era.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2011 | Bayesian VARs: Specification Choices and Forecast Accuracy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 164 |
2011 | Bayesian VARs: specification choices and forecast accuracy.(2011) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 164 | paper | |
2015 | Bayesian VARs: Specification Choices and Forecast Accuracy.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 164 | article | |
2012 | Common Drifting Volatility in Large Bayesian VARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 153 |
2012 | Common Drifting Volatility in Large Bayesian VARs.(2012) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 153 | paper | |
2012 | Common drifting volatility in large Bayesian VARs.(2012) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 153 | paper | |
2016 | Common Drifting Volatility in Large Bayesian VARs.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 153 | article | |
2014 | No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2014 | HOW THE ECONOMY WORKS: CONFIDENCE, CRASHES, AND SELF-FULFILLING PROPHECIES BY ROGER E. A. FARMERRoger E. A. Farmer Oxford University Press, New York, 2010 In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
2000 | Tests of Equal Forecast Accuracy and Encompassing for Nested Models In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 741 |
2001 | Tests of equal forecast accuracy and encompassing for nested models.(2001) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 741 | article | |
1999 | Tests of equal forecast accuracy and encompassing for nested models.(1999) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 741 | paper | |
1999 | Tests of Equal Forecast Accuracy and Encompassing for Nested Models.(1999) In: Computing in Economics and Finance 1999. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 741 | paper | |
2011 | Decomposing the declining volatility of long-term inflation expectations In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 35 |
2009 | Decomposing the declining volatility of long-term inflation expectations.(2009) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2013 | Advances in Forecast Evaluation In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 122 |
2011 | Advances in forecast evaluation.(2011) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 122 | paper | |
2011 | Advances in forecast evaluation.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 122 | paper | |
2005 | Estimating equilibrium real interest rates in real time In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 133 |
2004 | Estimating equilibrium real interest rates in real time.(2004) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | paper | |
2004 | Estimating equilibrium real interest rates in real-time.(2004) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | paper | |
2005 | The power of tests of predictive ability in the presence of structural breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 66 |
2006 | Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 349 |
2004 | Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis.(2004) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 349 | paper | |
2007 | Approximately normal tests for equal predictive accuracy in nested models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1436 |
2005 | Approximately normal tests for equal predictive accuracy in nested models.(2005) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1436 | paper | |
2006 | Approximately Normal Tests for Equal Predictive Accuracy in Nested Models.(2006) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1436 | paper | |
2012 | In-sample tests of predictive ability: A new approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 21 |
2009 | In-sample tests of predictive ability: a new approach.(2009) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2009 | In-sample tests of predictive ability: a new approach.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2015 | Nested forecast model comparisons: A new approach to testing equal accuracy In: Journal of Econometrics. [Full Text][Citation analysis] | article | 64 |
2009 | Nested forecast model comparisons: a new approach to testing equal accuracy.(2009) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2009 | Nested forecast model comparisons: a new approach to testing equal accuracy.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2019 | Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 117 |
2021 | Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
2001 | Borders and business cycles In: Journal of International Economics. [Full Text][Citation analysis] | article | 339 |
1999 | Borders and business cycles.(1999) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 339 | paper | |
1999 | Borders and business cycles.(1999) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 339 | paper | |
2014 | Evaluating alternative models of trend inflation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 63 |
1995 | Rents and prices of housing across areas of the United States. A cross-section examination of the present value model In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 26 |
2013 | Evaluating the Accuracy of Forecasts from Vector Autoregressions?The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Clev In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
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2014 | 2013 Annual Report Why Inflation Is Very Low, and Why It Matters In: Annual Report. [Full Text][Citation analysis] | article | 1 |
2014 | The Importance of Trend Inflation in the Search for Missing Disinflation In: Economic Commentary. [Full Text][Citation analysis] | article | 5 |
2015 | Measuring Inflation Forecast Uncertainty In: Economic Commentary. [Full Text][Citation analysis] | article | 3 |
2020 | Credit Market Frictions, Business Cycles, and Monetary Policy: The Research Contributions of Charles Carlstrom and Timothy Fuerst In: Economic Commentary. [Full Text][Citation analysis] | article | 0 |
2023 | The Impacts of Supply Chain Disruptions on Inflation In: Economic Commentary. [Full Text][Citation analysis] | article | 7 |
2011 | Food and energy price shocks: what other prices are affected? In: Economic Commentary. [Full Text][Citation analysis] | article | 0 |
2012 | Policy rules in macroeconomic forecasting models In: Economic Commentary. [Full Text][Citation analysis] | article | 1 |
2013 | Forecasting implications of the recent decline in inflation In: Economic Commentary. [Full Text][Citation analysis] | article | 2 |
2011 | Tests of equal forecast accuracy for overlapping models In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 10 |
2011 | Tests of equal forecast accuracy for overlapping models.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2014 | TESTS OF EQUAL FORECAST ACCURACY FOR OVERLAPPING MODELS.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2011 | A Bayesian evaluation of alternative models of trend inflation In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 17 |
2011 | A Bayesian evaluation of alternative models of trend inflation.(2011) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2014 | Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 159 |
2014 | Evaluating Conditional Forecasts from Vector Autoregressions In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 10 |
2014 | Evaluating Conditional Forecasts from Vector Autoregressions.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2015 | A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 26 |
2016 | Large Vector Autoregressions with Stochastic Volatility and Flexible Priors In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 13 |
2018 | Endogenous Uncertainty In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 4 |
2020 | Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions In: Working Papers. [Full Text][Citation analysis] | paper | 20 |
2020 | Nowcasting Tail Risks to Economic Activity with Many Indicators In: Working Papers. [Full Text][Citation analysis] | paper | 30 |
2022 | Tail Forecasting with Multivariate Bayesian Additive Regression Trees In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
2023 | TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES.(2023) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2021 | Forecasting with Shadow-Rate VARs In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Macroeconomic Forecasting in a Multi-country Context In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2022 | Specification Choices in Quantile Regression for Empirical Macroeconomics In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | What is the Predictive Value of SPF Point and Density Forecasts? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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2023 | Forecasting Core Inflation and Its Goods, Housing, and Supercore Components In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Forecasting with small macroeconomic VARs in the presence of instabilities In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 14 |
2007 | Averaging forecasts from VARs with uncertain instabilities In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 135 |
2006 | Averaging forecasts from VARs with uncertain instabilities.(2006) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
2008 | Averaging forecasts from VARs with uncertain instabilities.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
2010 | Averaging forecasts from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | article | |
2010 | Averaging forecasts from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | article | |
1994 | Nominal GDP targeting rules: can they stabilize the economy? In: Economic Review. [Full Text][Citation analysis] | article | 12 |
1995 | Do producer prices lead consumer prices? In: Economic Review. [Full Text][Citation analysis] | article | 22 |
1996 | U.S. inflation developments in 1995 In: Economic Review. [Full Text][Citation analysis] | article | 0 |
1997 | U.S. inflation developments in 1996 In: Economic Review. [Full Text][Citation analysis] | article | 0 |
1998 | Progress toward price stability : a 1997 inflation report In: Economic Review. [Full Text][Citation analysis] | article | 0 |
1999 | A comparison of the CPI and the PCE price index In: Economic Review. [Full Text][Citation analysis] | article | 19 |
2001 | Comparing measures of core inflation In: Economic Review. [Full Text][Citation analysis] | article | 50 |
2004 | An evaluation of the decline in goods inflation In: Economic Review. [Full Text][Citation analysis] | article | 7 |
2006 | The trend growth rate of employment : past, present, and future In: Economic Review. [Full Text][Citation analysis] | article | 3 |
2008 | Has the behavior of inflation and long-term inflation expectations changed? In: Economic Review. [Full Text][Citation analysis] | article | 14 |
2009 | Is the Great Moderation over? an empirical analysis In: Economic Review. [Full Text][Citation analysis] | article | 37 |
1992 | Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks In: Research Working Paper. [Citation analysis] | paper | 7 |
1993 | Rents and prices of housing across areas of the U.S.: a cross-section examination of the present value model In: Research Working Paper. [Citation analysis] | paper | 1 |
1993 | Cross-country evidence on long run growth and inflation In: Research Working Paper. [Citation analysis] | paper | 60 |
1997 | Cross-country Evidence on Long-Run Growth and Inflation..(1997) In: Economic Inquiry. [Citation analysis] This paper has nother version. Agregated cites: 60 | article | |
1994 | A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables In: Research Working Paper. [Citation analysis] | paper | 0 |
1995 | Forecasting an aggregate of cointegrated disaggregates In: Research Working Paper. [Citation analysis] | paper | 0 |
1996 | Finite-sample properties of tests for forecast equivalence In: Research Working Paper. [Citation analysis] | paper | 5 |
1996 | The responses of prices at different stages of production to monetary policy shocks In: Research Working Paper. [Citation analysis] | paper | 74 |
1999 | The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks.(1999) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | article | |
1997 | Do producer prices help predict consumer prices? In: Research Working Paper. [Citation analysis] | paper | 4 |
1998 | The sources of fluctuations within and across countries In: Research Working Paper. [Full Text][Citation analysis] | paper | 52 |
2000 | Can out-of-sample forecast comparisons help prevent overfitting? In: Research Working Paper. [Full Text][Citation analysis] | paper | 57 |
2004 | Can out-of-sample forecast comparisons help prevent overfitting?.(2004) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | article | |
2001 | Evaluating long-horizon forecasts In: Research Working Paper. [Full Text][Citation analysis] | paper | 22 |
2002 | Forecast-based model selection in the presence of structural breaks In: Research Working Paper. [Full Text][Citation analysis] | paper | 10 |
2003 | The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence In: Research Working Paper. [Full Text][Citation analysis] | paper | 111 |
2006 | The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence.(2006) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | article | |
2003 | The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence.(2003) In: Computing in Economics and Finance 2003. [Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
2003 | Disaggregate evidence on the persistence of consumer price inflation In: Research Working Paper. [Full Text][Citation analysis] | paper | 114 |
2006 | Disaggregate evidence on the persistence of consumer price inflation.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | article | |
2006 | Disaggregate evidence on the persistence of consumer price inflation.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | article | |
2004 | Improving forecast accuracy by combining recursive and rolling forecasts In: Research Working Paper. [Full Text][Citation analysis] | paper | 104 |
2008 | Improving forecast accuracy by combining recursive and rolling forecasts.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
2009 | IMPROVING FORECAST ACCURACY BY COMBINING RECURSIVE AND ROLLING FORECASTS.(2009) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | article | |
2006 | Forecasting of small macroeconomic VARs in the presence of instabilities In: Research Working Paper. [Full Text][Citation analysis] | paper | 4 |
2008 | An empirical assessment of the relationships among inflation and short- and long-term expectations In: Research Working Paper. [Full Text][Citation analysis] | paper | 14 |
2009 | Time variation in the inflation passthrough of energy prices In: Research Working Paper. [Full Text][Citation analysis] | paper | 78 |
2010 | Time Variation in the Inflation Passthrough of Energy Prices.(2010) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 78 | article | |
2010 | Time Variation in the Inflation Passthrough of Energy Prices.(2010) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | article | |
2009 | Real-time density forecasts from VARs with stochastic volatility In: Research Working Paper. [Full Text][Citation analysis] | paper | 5 |
2010 | Testing for unconditional predictive ability In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2010 | Reality checks and nested forecast model comparisons In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2013 | Evaluating the accuracy of forecasts from vector autoregressions In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2005 | Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 10 |
2015 | Large Vector Autoregressions with Asymmetric Priors In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
2015 | Large Vector Autoregressions with Asymmetric Priors In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
2005 | Evaluating Direct Multistep Forecasts In: Econometric Reviews. [Full Text][Citation analysis] | article | 146 |
2011 | Reality Checks and Comparisons of Nested Predictive Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 41 |
2012 | Reality Checks and Comparisons of Nested Predictive Models.(2012) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
1998 | Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks. In: Journal of Labor Economics. [Full Text][Citation analysis] | article | 72 |
2017 | Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 8 |
2022 | Nowcasting tail risk to economic activity at a weekly frequency In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 11 |
2023 | Shadow-rate VARs In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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